BMED Options History — August 2024 In August 2024, BMED traded between $25.15 and $26.43. ATM implied volatility averaged 45.3%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 29.0% (HV 20d: 16.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 66.8% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.94 $25.15 $26.43 $26.14 $26.38 ATM IV 45.3% 26.9% 91.5% 37.3% 34.2% Expected Move 9.4% 7.7% 14.6% 10.7% 9.8% HV 20d 16.3% 14.8% 19.3% 14.8% 14.9% HV 60d 13.9% 12.8% 14.3% 12.8% 13.6% IV Rank 33.3% 6.6% 100.0% 22.2% 17.2% IV Percentile 52.6% 5.2% 100.0% 63.1% 48.0% Term Structure -6.4% -13.5% -1.5% -9.6% -8.9% Skew 25d 1.4% 0.5% 3.1% 1.8% 0.7% Skew 10d 4.9% 3.5% 10.7% 4.8% 4.5% Call IV 25d 40.0% 32.9% 58.9% 47.8% 41.4% Put IV 25d 41.4% 33.8% 62.0% 49.6% 42.1% Bid-Ask Spread % 166.63 162.38 180.90 163.44 162.57 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $26.14 $0.00 37.3% 10.7% 14.8% 22.2% 0.0% 1.8% -9.6% 0 0 0 0.00 163.44 N/A N/A 0 0 0 0 2024-08-02 $25.81 $0.00 40.1% 11.5% 15.7% 26.4% 0.0% 2.6% -13.5% 0 0 0 0.00 162.38 N/A N/A 0 0 0 0 2024-08-05 $25.15 $0.00 66.3% 10.9% 18.5% 65.4% 0.0% 1.4% -5.3% 0 0 0 0.00 177.24 N/A N/A 0 0 0 0 2024-08-06 $25.48 $0.00 91.5% 14.6% 19.0% 100.0% 0.0% 3.1% -8.3% 0 0 0 0.00 180.90 N/A N/A 0 0 0 0 2024-08-07 $25.20 $0.00 48.4% 7.7% 19.3% 37.6% 0.0% 0.9% -1.5% 0 0 0 0.00 162.89 N/A N/A 0 0 0 0 2024-08-08 $25.51 $0.00 76.3% 10.9% 18.2% 77.9% 0.0% 2.1% -5.4% 0 0 0 0.00 178.47 N/A N/A 0 0 0 0 2024-08-09 $25.56 $0.00 81.5% 11.0% 17.8% 85.5% 0.0% 2.1% -5.5% 0 0 0 0.00 178.47 N/A N/A 0 0 0 0 2024-08-12 $25.54 $0.00 75.0% 8.2% 17.8% 76.1% 0.0% 1.4% -4.2% 0 0 0 0.00 165.40 N/A N/A 0 0 0 0 2024-08-13 $25.80 $0.00 82.5% 7.7% 17.0% 86.9% 0.0% 1.8% -3.6% 0 0 0 0.00 164.87 N/A N/A 0 0 0 0 2024-08-14 $25.63 $0.00 27.4% 7.9% 16.4% 7.3% 0.0% 1.3% -5.2% 0 0 0 0.00 162.82 N/A N/A 0 0 0 0 2024-08-15 $25.90 $0.00 26.9% 7.7% 15.4% 6.6% 0.0% 1.0% -4.3% 0 0 0 0.00 163.79 N/A N/A 0 0 0 0 2024-08-16 $25.95 $0.00 27.3% 7.8% 15.4% 7.1% 0.0% 1.1% -4.5% 0 0 0 0.00 163.79 N/A N/A 0 0 0 0 2024-08-19 $26.24 $0.00 28.3% 8.1% 15.3% 8.5% 0.0% 1.6% -4.5% 0 0 0 0.00 163.79 N/A N/A 0 0 0 0 2024-08-20 $26.26 $0.00 29.5% 8.5% 15.3% 10.4% 0.0% 0.6% -4.8% 0 0 0 0.00 164.60 N/A N/A 0 0 0 0 2024-08-21 $26.38 $0.00 30.3% 8.7% 15.4% 11.5% 0.0% 0.8% -6.3% 0 0 0 0.00 163.90 N/A N/A 0 0 0 0 2024-08-22 $26.18 $0.00 31.1% 8.9% 15.4% 12.6% 0.0% 0.5% -7.1% 0 0 0 0.00 163.90 N/A N/A 0 0 0 0 2024-08-23 $26.33 $0.00 31.4% 9.0% 15.5% 13.1% 0.0% 1.1% -6.8% 0 0 0 0.00 164.95 N/A N/A 0 0 0 0 2024-08-26 $26.30 $0.00 32.4% 9.3% 15.5% 14.5% 0.0% 1.3% -7.4% 0 0 0 0.00 165.78 N/A N/A 0 0 0 0 2024-08-27 $26.30 $0.00 33.1% 9.5% 15.5% 15.5% 0.0% 1.3% -7.9% 0 0 0 0.00 165.78 N/A N/A 0 0 0 0 2024-08-28 $26.22 $0.00 32.9% 9.4% 15.4% 15.2% 0.0% 1.4% -8.7% 0 0 0 0.00 163.09 N/A N/A 0 0 0 0 2024-08-29 $26.43 $0.00 33.4% 9.6% 15.6% 16.0% 0.0% 1.5% -8.4% 0 0 0 0.00 163.09 N/A N/A 0 0 0 0 2024-08-30 $26.38 $0.00 34.2% 9.8% 14.9% 17.2% 0.0% 0.7% -8.9% 0 0 0 0.00 162.57 N/A N/A 0 0 0 0
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